+208.1%
C vs RL
+240.1%
-31.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -2.4% | -4.2% | +1.8% | -0.9% |
| 30D | -6.0% | +4.3% | -10.3% | -7.4% |
| 3M | -10.5% | -4.6% | -6.0% | -9.2% |
| 6M | -5.7% | +1.7% | -7.4% | -7.3% |
| YTD | +4.1% | +7.3% | -3.2% | -0.1% |
| 1Y | +20.5% | +20.8% | -0.3% | +10.2% |
| 3Y | +208.1% | +247.0% | -38.8% | +104.8% |
| All | +208.1% | +240.1% | -31.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling